+73.3%
CSGP vs TYL
+174.9%
-101.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.6% |
| 7D | +13.9% | +15.1% | -1.2% | +5.1% |
| 30D | +16.0% | +30.1% | -14.1% | +0.3% |
| 3M | +6.1% | +40.4% | -34.3% | -12.3% |
| 6M | -8.2% | +31.3% | -39.4% | -21.5% |
| YTD | -52.3% | -5.2% | -47.1% | -51.6% |
| 1Y | -54.5% | -6.6% | -47.9% | -53.5% |
| 3Y | -58.6% | +3.4% | -62.0% | -61.3% |
| 5Y | -61.5% | -19.3% | -42.2% | -59.6% |
| All | +73.3% | +174.9% | -101.6% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling